Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 92 | — |
| Standard deviation | 10.11 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 89 | — |
| Standard deviation | 9.29 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 9.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 83 | — |
| Standard deviation | 8.84 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 5.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 105.29K | — |
| 3-year earnings growth | 13.15 | — |